Application of Jump Diffusion Models in Insurance Claim Estimation

We investigated if general insurance claims are normal or rare events through systematic, discontinuous or sporadic jumps of the Brownian motion approach and Poisson processes. Using firm quarterly data from March 2010 to December 2018, we hypothesized that claims with high positive (negative) slope...

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Detalles Bibliográficos

Autores principales:	Mushunje, Leonard, Mashiri, Chiedza Elvina, Chandiwana, Edina, Mashasha, Maxwell
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2022
Materias:	Physical Sciences, Engineering and Technology
Acceso en línea:	https://www.intechopen.com/chapters/79345
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